+75.3%
O vs IR
+332.9%
-257.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.4% | +2.5% | -2.9% | -1.0% |
| 30D | +7.1% | +9.2% | -2.0% | +4.7% |
| 3M | -5.2% | +0.9% | -6.2% | -5.7% |
| 6M | -1.8% | +19.2% | -21.0% | -6.6% |
| YTD | +9.1% | +7.5% | +1.6% | +5.7% |
| 1Y | +9.7% | +11.7% | -2.1% | +5.1% |
| 3Y | +39.1% | +23.9% | +15.2% | +25.1% |
| 5Y | +8.4% | +46.4% | -38.0% | -9.1% |
| All | +75.3% | +332.9% | -257.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling